-6.8%
AVGO vs IOVA
+362.8%
-369.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -7.5% | -41.3% | +33.8% | -6.3% |
| 30D | -10.2% | -38.5% | +28.3% | -9.1% |
| 3M | -22.0% | +99.5% | -121.6% | -23.7% |
| 6M | -21.6% | +126.0% | -147.6% | -23.9% |
| YTD | -5.4% | +218.7% | -224.1% | -10.9% |
| 1Y | -6.8% | +378.0% | -384.9% | -15.7% |
| All | -6.8% | +362.8% | -369.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling